Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109128.4029 | 28126.0854 | 81002.3176 | 107973.8115 | 36377.2407 | 71596.5708 |
Total P&L (%) | 109.1284 | 28.1261 | 81.0023 | 107.9738 | 36.3772 | 71.5966 |
Avg Daily Profit (%) | 0.2095 | 0.054 | 0.1555 | 0.1407 | 0.0596 | 0.1037 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57443 | -8319 | -72324 | -79793 | -18015 | -99192 |
Profit Factor | 1.6558 | 2.1814 | 1.5681 | 1.3992 | 1.8735 | 1.3129 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 53.8462 | 54.5455 | 53.125 | 53.8462 | 54.5455 | 53.125 |
Ratio Avg Win / Avg Loss | 1.4193 | 1.8178 | 1.3836 | 1.1993 | 1.5613 | 1.1584 |
Largest Winning Trade | 36949 | 9029 | 36949 | 51093 | 18604 | 51093 |
Largest Losing Trade | -22652 | -5839 | -22652 | -40454 | -11642 | -40454 |
Avg Bars in Trades | 351 | 11 | 700 | 351 | 11 | 700 |
Avg Bars in Winners | 524 | 16 | 1062 | 524 | 16 | 1062 |
Avg Bars in Losers | 148 | 6 | 290 | 148 | 6 | 290 |
Bars Traded | 22815 | 386 | 22429 | 22815 | 386 | 22429 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -126342 | -119657 | 315608 | -140599 | -112071 | -54533 |
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{ "first_band": { "type": "kcu", "factors": { "length": 96, "offset": 0, "scalar": 5 } }, "second_band": { "type": "supertrend", "factors": { "length": 175, "offset": 0, "multiplier": 3.86631 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 109128.4029494774, 28126.0853938713, 81002.3175556062, 107973.8115115617, 36377.2407323063, 71596.5707792553 ], [ 109.128403, 28.126085, 81.002318, 107.973812, 36.377241, 71.596571 ], [ 0.209528, 0.054002, 0.155525, 0.14069, 0.059587, 0.10373 ], [ 10, 10, 10, 10, 10, 10 ], [ -57443, -8319, -72324, -79793, -18015, -99192 ], [ 1.655823, 2.181415, 1.56807, 1.399187, 1.873507, 1.312869 ], [ 65, 33, 32, 65, 33, 32 ], [ 35, 18, 17, 35, 18, 17 ], [ 30, 15, 15, 30, 15, 15 ], [ 53.846154, 54.545455, 53.125, 53.846154, 54.545455, 53.125 ], [ 1.419277, 1.817846, 1.383591, 1.199303, 1.561256, 1.158414 ], [ 36949, 9029, 36949, 51093, 18604, 51093 ], [ -22652, -5839, -22652, -40454, -11642, -40454 ], [ 351, 11, 700, 351, 11, 700 ], [ 524, 16, 1062, 524, 16, 1062 ], [ 148, 6, 290, 148, 6, 290 ], [ 22815, 386, 22429, 22815, 386, 22429 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -126342, -119657, 315608, -140599, -112071, -54533 ] ] }
{ "trading_pair": "THETA_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714710600000, "first_datapoint_time": 1714980600000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759709738741, "expiration_time": 1766188800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 96, "offset": 0, "scalar": 5 } }, "second_band": { "type": "supertrend", "factors": { "length": 175, "offset": 0, "multiplier": 3.86631 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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